__init__.py is run when you import a package into a running python program. For instance, import idlelib within a program, runs idlelib/__init__.py, which does not do anything as its only purpose is to mark the idlelib directory as a package. On the otherhand, tkinter/__init__.py contains most of the tkinter code and defines all the widget classes.
__main__.py is run as '__main__' when you run a package as the main program. For instance, python -m idlelib at a command line runs idlelib/__main__.py, which starts Idle. Similarly, python -m tkinter runs tkinter/__main__.py, which has this line:
from . import _test as main
In this context, . is tkinter, so importing . imports tkinter, which runs tkinter/__init__.py. _test is a function defined within that file. So calling main() (next line) has the same effect as running python -m tkinter.__init__ at the command line.